A nonrandom spectrum for lyapunov exponents of linear stochastic systems
- 1 January 1991
- journal article
- research article
- Published by Taylor & Francis in Stochastic Analysis and Applications
- Vol. 9 (1) , 25-40
- https://doi.org/10.1080/07362999108809223
Abstract
We study the problem of characterizing the Lyapunov exponents of linear stochastic systems [xdot](x) = A(ξ(t))x(t) with ξ(t) being a finite state “step” process. A nonrandom spectrum for the Lyapunov exponents , similar to the results for products of i.i.d. random matrices and stochastic flows on manifolds, is obtainedKeywords
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